Related papers: Partitioned and implicit-explicit general linear m…

Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such…

When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems.…

This work considers multirate generalized-structure additively partitioned Runge-Kutta (MrGARK) methods for solving stiff systems of ordinary differential equations (ODEs) with multiple time scales. These methods treat different partitions…

A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar-Gross-Krook (M-BGK) model with nontrivial…

In this article we design a finite volume semi-implicit IMEX scheme for the incompressible Navier-Stokes equations on evolving Chimera meshes. We employ a time discretization technique that separates explicit and implicit terms which…

Implicit Runge--Kutta (IRK) methods are highly effective for solving stiff ordinary differential equations (ODEs) but can be computationally expensive for large-scale problems due to the need of solving coupled algebraic equations at each…

We propose two new classes of time integrators for stiff DEs: the implicit-explicit exponential (IMEXP) and the hybrid exponential methods. In contrast to the existing exponential schemes, the new methods offer significant computational…

We present the acceleration of an IMplicit-EXplicit (IMEX) non-hydrostatic atmospheric model on manycore processors such as GPUs and Intel's MIC architecture. IMEX time integration methods sidestep the constraint imposed by the…

In this work we study different Implicit-Explicit (IMEX) schemes for incompressible flow problems with variable viscosity. Unlike most previous work on IMEX schemes, which focuses on the convective part, we here focus on treating parts of…

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems,…

In simulations of fluid motion time accuracy has proven to be elusive. We seek highly accurate methods with strong enough stability properties to deal with the richness of scales of many flows. These methods must also be easy to implement…

We derive an implicit-explicit (IMEX), realizability-preserving first-order scheme for moment models with Lipschitz-continuous source terms. In contrast to fully-explicit schemes the time step does not depend on the physical parameters,…

We present a novel and general methodology for building second-order finite volume implicit-explicit Runge-Kutta numerical schemes for solving two-dimensional financial parabolic PDEs with mixed derivatives. The methods achieve second-order…

Euler--Euler or volume-averaged Navier--Stokes equations are used in various applications to model systems with two or more interpenetrating phases. Each fluid obeys its own momentum and mass equations, and the phases are typically coupled…

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff BGK kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as well as…

In this paper, we study the uniform accuracy of implicit-explicit (IMEX) Runge-Kutta (RK) schemes for general linear hyperbolic relaxation systems satisfying the structural stability condition proposed in \cite{yong_singular_1999}. We…

This paper concerns with the developing the most general schemes so-called Fuzzy General Linear Methods (FGLM) for solving fuzzy differential equations. The general linear methods (GLM) for ordinary differential equations are the middle…

The context of this work is the development of first order total variation diminishing (TVD) implicit-explicit (IMEX) Runge-Kutta (RK) schemes as a basis of a Multidimensional Optimal Order detection (MOOD) approach to approximate the…